BVT Call 130 NVO 20.09.2024
/ DE000VM31AA1
BVT Call 130 NVO 20.09.2024/ DE000VM31AA1 /
| 9/13/2024 7:54:19 PM |
Chg.+0.060 |
Bid9:59:12 PM |
Ask9:59:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+9.09% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
130.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM31AA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/17/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.27 |
| Parity: |
0.63 |
| Time value: |
0.06 |
| Break-even: |
124.27 |
| Moneyness: |
1.05 |
| Premium: |
0.00 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.01 |
| Spread %: |
1.47% |
| Delta: |
0.85 |
| Theta: |
-0.13 |
| Omega: |
15.24 |
| Rho: |
0.02 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.680 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+67.44% |
| 1 Month |
|
|
-21.74% |
| 3 Months |
|
|
-56.36% |
| YTD |
|
|
+84.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.320 |
| 1M High / 1M Low: |
0.920 |
0.320 |
| 6M High / 6M Low: |
1.890 |
0.235 |
| High (YTD): |
6/25/2024 |
1.890 |
| Low (YTD): |
8/7/2024 |
0.235 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.558 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.707 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.041 |
| Avg. volume 6M: |
|
156.250 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
410.57% |
| Volatility 6M: |
|
294.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
